mvPot

swMATH42605CRANmvPotMaRDI QIDQ1352134FDOQ1352134

Authors Raphael de Fondeville, Léo R. Belzile

Last update 13 October 2023

Copyright license GNU General Public License, version 2.0

Software version identifier 0.1.5, 0.1.0, 0.1.1, 0.1.2, 0.1.3, 0.1.4, 0.1.6

Official website https://cran.r-project.org/web/packages/mvPot/index.html

Source code repository https://github.com/cran/mvPot

Description

Tools for high-dimensional peaks-over-threshold inference and simulation of spatial extremal processes. Key references include de Fondeville and Davison (2018) <doi:10.1093/biomet/asy026>, Thibaud and Opitz (2015) <doi:10.1093/biomet/asv045>, Wadsworth and Tawn <doi:10.1093/biomet/ast042>.

Cites work

• Efficient inference for spatial extreme value processes associated to log-Gaussian random functions
• Efficient inference and simulation for elliptical Pareto processes
• High-dimensional peaks-over-threshold inference

Cited in

(1)

• A Vecchia approximation for high-dimensional Gaussian cumulative distribution functions arising from spatial data

This page was built for software: mvPot